Compared to the EXE file format, the MSI format is limited. They are nothing but an installer package, so if you feel the need to run code through MSI, well, you’re out of luck.

Microsoft has released Sysmon 15, converting it into a protected process and adding the new ‘FileExecutableDetected’ option to log when executable files are created.

In cases where double-clicking the .exe file does not result in a normal mount, simply changing the extension from .exe to .dmg can result in proper function.

In other words, if you have an executable file in a directory that is configured to be in your PATH, you can run that executable from anywhere in the Linux file structure.